+21.8%
EOG vs CG
+56.8%
-35.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | +7.9% | -3.2% | +11.0% | +8.2% |
| 3M | +4.5% | +6.2% | -1.7% | +3.0% |
| 6M | +12.3% | -4.7% | +17.0% | +12.3% |
| YTD | +41.9% | -20.6% | +62.5% | +46.5% |
| 1Y | +27.8% | -26.4% | +54.2% | +34.0% |
| 3Y | +21.8% | +55.4% | -33.6% | +6.3% |
| All | +21.8% | +56.8% | -35.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling